+261.4%
TWLO vs CTAS
+74.7%
+186.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +4.5% | +2.0% | +2.6% | +4.1% |
| 30D | -22.1% | +8.7% | -30.8% | -23.6% |
| 3M | -15.3% | +13.3% | -28.6% | -17.9% |
| 6M | +9.7% | +39.4% | -29.7% | +0.1% |
| YTD | +48.5% | +21.5% | +27.0% | +40.7% |
| 1Y | +70.3% | +21.9% | +48.5% | +61.1% |
| 3Y | +261.4% | +73.6% | +187.8% | +205.9% |
| All | +261.4% | +74.7% | +186.7% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling